A new hybrid approach to panel data change point detection
From MaRDI portal
Publication:5079862
DOI10.1080/03610926.2020.1760298OpenAlexW3025100633MaRDI QIDQ5079862FDOQ5079862
Mahdi Karbasian, Karim Atashgar, Naser Rafiee
Publication date: 30 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1760298
Cites Work
- Title not available (Why is that?)
- Change-point detection in panel data via double CUSUM statistic
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Change‐point detection in panel data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Uniform change point tests in high dimension
- Detecting simultaneous change points in multiple sequences
- High-dimensional change-point detection under sparse alternatives
- On tests for detecting change in mean
- Common breaks in means and variances for panel data
- Estimation in multi-path change-point problems
- Variance change-point detection in panel data models
- Maximum likelihood estimation in the multi-path change-point problem
- Detection of structural breaks in linear dynamic panel data models
- Structural breaks in dependent, heteroscedastic, and extremal panel data
- Testing structural changes in panel data with small fixed panel size and bootstrap
- Cumulative sum estimator for change-point in panel data
- Design of acceptance sampling plan using a modified EWMA statistic
This page was built for publication: A new hybrid approach to panel data change point detection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079862)